-24.9%
AFRM vs TW
+65.7%
-90.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -7.0% | -2.3% | -4.6% | -5.6% |
| 30D | -7.8% | +3.9% | -11.7% | -10.5% |
| 3M | +5.3% | +5.7% | -0.4% | -1.8% |
| 6M | +42.6% | -14.5% | +57.2% | +55.1% |
| YTD | -2.8% | -0.9% | -1.9% | -8.1% |
| 1Y | -19.3% | -13.5% | -5.8% | -14.4% |
| 3Y | +231.0% | +25.0% | +206.0% | +110.1% |
| 5Y | -22.2% | +22.7% | -44.9% | -51.8% |
| All | -24.9% | +65.7% | -90.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling